Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.564 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47786.7 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46393.6 Kr¶

PnL: ---------------------------------------> -494.97 Kr¶

DD now: ---------------------------------> -1.734 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 11:40:16.790664'

Anic Portfolio¶

Today¶

Return: 0.157 %¶

This Week¶

Return: 0.533 %¶

Total¶

Return: 56.441 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -3.410000 2772.000000 136.000000 5.160000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.060000 429.400000 74.400000 20.960000 355.000000
Corem Property Group B 59 -3.210000 641.330000 64.330000 11.150000 576.999999
Boozt 12 -0.350000 1700.400000 46.400000 2.810000 1653.999996
SAAB B 8 0.850000 3423.200000 46.200000 1.370000 3377.000000
HMS Networks 2 -1.060000 712.000000 39.000000 5.790000 673.000000
OEM International B 7 0.250000 557.200000 29.200000 5.530000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.400000 548.400000 21.400000 4.060000 527.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 -0.290000 545.200000 13.200000 2.480000 532.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -1.200000 256.560000 10.560000 4.290000 246.000000
Norva24 Group 16 1.530000 550.400000 7.400000 1.360000 543.000000
AcadeMedia 12 0.300000 562.320000 5.320000 0.960000 557.000004
Resurs Holding 22 0.000000 578.600000 4.600000 0.800000 573.999998
Karnov Group 9 -1.810000 538.200000 2.200000 0.410000 536.000004
Swedbank A 3 1.100000 565.200000 1.200000 0.210000 564.000000
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Essity B 2 -1.310000 572.400000 -1.600000 -0.280000 574.000000
Handelsbanken A 5 -0.050000 543.750000 -2.250000 -0.410000 546.000000
Securitas B 6 -0.510000 566.520000 -3.480000 -0.610000 570.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.700000 526.500000 -7.500000 -1.400000 533.999999
Nordea Bank Abp 29 -0.120000 3445.200000 -8.800000 -0.250000 3453.999992
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
International Petroleum Corp. 5 2.120000 554.500000 -40.070000 -6.740000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 1.660000 1539.000000 -125.000000 -7.510000 1663.999992
Axfood 13 -0.250000 3578.900000 -177.100000 -4.720000 3756.000001
Ovzon 52 4.070000 3057.600000 -304.400000 -9.050000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46393.600000 -494.970000 -1.73389% 46888.564618

Updated:¶

'2023-01-18 11:40:29.193483'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶